Equity

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Tabled Returns

Equity Returns Table
Factor 3m 6m 12m 3y 5y 10y ytd
Corp Total Return 1.28% -6.67% -11.41% -2.51% 1.83% 1.95% -8.54%
EEM US Equity -4.89% -13.74% -18.79% 1.01% 0.20% 1.17% -17.47%
EFA US Equity -2.09% -8.22% -12.16% 4.55% 1.98% 2.65% -11.36%
Global vs US -1.65% -2.09% -4.56% -2.55% -2.13% -2.10% -1.59%
HFRI FoF -2.75% -3.59% -6.20% 3.65% 2.49% 2.30% -4.15%
HFRI Fund Weighted -3.37% -3.54% -5.23% 6.12% 3.78% 3.36% -3.66%
MSCI ACWI -1.78% -7.59% -8.55% 9.42% 5.90% 6.24% -9.95%
MSCI ACWI ETF -1.15% -7.36% -8.30% 9.08% 5.63% 5.91% -10.20%
MSCI EAFE -3.88% -9.33% -12.86% 4.91% 2.21% 3.16% -10.89%
MSCI EM -6.33% -13.49% -18.67% 1.88% 0.90% 1.91% -16.09%
Russell 3000 0.09% -5.94% -5.71% 12.64% 8.06% 8.62% -8.31%
Russell 3000 ETF -0.01% -6.03% -5.80% 12.52% 7.94% 8.49% -8.35%
S&P 500 0.38% -4.97% -2.96% 13.23% 8.77% 9.01% -7.82%

Fixed Income

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Tabled Returns

Fixed Income Returns Table
Factor 3m 6m 12m 3y 5y 10y ytd
Bloomberg 1-5 Yr Treasury 0.79% -2.0% -4.15% -0.84% 1.04% 0.79% -2.5%
Bloomberg US Aggregate TR 1.49% -5.1% -8.15% -2.15% 1.31% 1.31% -6.1%
Bloomberg US Credit Index 1.24% -6.5% -10.99% -2.53% 1.73% 1.83% -8.2%
Credit Spreads 13.41% 30.1% 89.72% 11.87% 5.96% 3.00% 50.4%
FTSE 3M Treasury 0.22% 0.3% 0.29% 0.21% 0.78% 0.61% 0.3%
Interest Rates (Duration) -1.15% -15.3% -17.44% -7.74% 0.90% 1.57% -16.7%
JPM EM Bond Index -1.99% -9.5% -17.09% -5.22% -0.17% 0.92% -14.5%

Macro

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Tabled Returns

Macro Returns Table
Factor 3m 6m 12m 3y 5y 10y ytd
Commodities -5.910% 6.4% 21% 19.7% 7.8% 0.34% 13.0%
Global PMI 1.800% 0.7% -6% -1.0% -0.9% -0.63% -3.4%
Inflation (Oil) -1.700% 19.3% 99% 9.1% -5.1% -10.54% 41.3%
US Dollar 1.790% 7.4% 9% 1.6% 1.4% 1.60% 7.1%

Style

Barchart

Dotplot

Tabled Returns

Style Returns Table
Factor 3m 6m 12m 3y 5y 10y ytd
Crowding Factor -5.91% -11.88% -18.9% -1.94% -0.40% -0.25% -11.40%
Growth Factor 8.42% 1.49% -11.2% 3.46% 6.32% 2.72% 1.20%
Low-Beta Factor 1.29% 12.54% 19.2% -3.03% 2.02% 2.50% 8.47%
Momentum Factor 2.76% 7.58% 4.7% -1.68% 0.17% 1.95% 10.83%
Quality Factor 6.30% 8.42% 14.8% 4.50% 2.04% 3.70% 7.54%
Size Factor 2.00% 1.93% -1.3% 0.38% -3.02% -2.28% 4.01%
Value Factor 1.38% 10.97% 29.9% 6.93% 0.90% 0.05% 12.13%